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Topic · Management Science and Operations Research

Stock Market Forecasting Methods

Stock Market Forecasting Methods is a research topic within Management Science and Operations Research. Science Explorer counts 31k research works in it since 1953. 10.0% of them reached the world's top 10% most cited for their field and year.

This cluster of papers focuses on predicting stock market trends and movements using various techniques such as time series forecasting, neural networks, deep learning, support vector machines, sentiment analysis, and Twitter data. The research explores the application of these methods to financial time series data for stock market prediction.

  • Stock Market Prediction
  • Time Series Forecasting
  • Neural Networks
  • Financial Time Series
  • Deep Learning
  • Support Vector Machines
  • LSTM Networks
  • Forecasting Models
  • Sentiment Analysis
  • Twitter Data
Research works
31k
fractional, since 1953
In the world top 10%
3.1k
per year above
Top-10% rate
10.0%
share of its works in the world top 10%
Growth, 2018-21 → 2022-25
+100%
the tick is no change
Largest producer
China
34% of the 10 largest, 2022-now
Stock Market Forecasting Methods

Which countries lead Stock Market Forecasting Methods research?

By volume, China and India publish the most (3.3k and 2.6k works in 2022-now).

By volume, 2022-now

  1. 1 China 3.3k works
  2. 2 India 2.6k works
  3. 3 United States 1.4k works
  4. 4 Indonesia 777 works
  5. 5 Türkiye 448 works
  6. 6 United Kingdom 437 works
  7. 7 Malaysia 213 works
  8. 8 South Korea 203 works
  9. 9 Iran 200 works
  10. 10 Canada 197 works

How concentrated that is

The same countries as shares of everything the list above accounts for. A node where two countries do two thirds of the work and one spread evenly across twelve read alike as a ranking and not at all alike here.

China: 34.0%India: 26.7%United States: 13.9%Indonesia: 7.9%6 others listed: 17.4%34%largest
China3,331 · 34.0%India2,614 · 26.7%United States1,363 · 13.9%Indonesia777 · 7.9%6 others listed1,698 · 17.4%

Shares of the rows listed above, not of the whole node.

Which institutions lead Stock Market Forecasting Methods research?

By volume in 2022-now, SRM Institute of Science and Technology publishes the most Stock Market Forecasting Methods research, followed by Saveetha University and Binus University.

By volume, 2022-now

  1. 1 SRM Institute of Science and TechnologyIndia 83 works
  2. 2 Saveetha UniversityIndia 69 works
  3. 3 Binus UniversityIndonesia 67 works
  4. 4 Islamic Azad University, TehranIran 60 works
  5. 5 Vellore Institute of Technology UniversityIndia 60 works
  6. 6 Chandigarh UniversityIndia 57 works
  7. 7 Southwestern University of Finance and EconomicsChina 54 works
  8. 8 Christ UniversityIndia 52 works
  9. 9 Xi’an Jiaotong-Liverpool UniversityChina 50 works
  10. 10 Amrita Vishwa VidyapeethamIndia 50 works

Who are the leading researchers in Stock Market Forecasting Methods?

The most-cited researchers publishing on Stock Market Forecasting Methods include Yoshua Bengio, Eugene F. Fama and Andrei Shleifer.

  1. 1 Yoshua Bengio Canada 476k citations
  2. 2 Eugene F. Fama United States 262k citations
  3. 3 Andrei Shleifer United States 234k citations
  4. 4 Harry Eugene Stanley United States 198k citations
  5. 5 David F. Larcker United States 197k citations

Ranked by citations received across their whole record, among researchers with at least three works on this topic.

What are the most cited papers in Stock Market Forecasting Methods?

The most cited paper in Stock Market Forecasting Methods is "Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting" (Haoyi Zhou, Shanghang Zhang, Jieqi Peng et al., 2021), with 6,999 citations. Next come "Multifactor Explanations of Asset Pricing Anomalies" (6,552) and "Another look at measures of forecast accuracy" (5,682).

Most cited papers
#PaperReleasedCitations
1 Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting Haoyi Zhou, Shanghang Zhang, Jieqi Peng et al. · Proceedings of the AAAI Conference on Artificial Intelligence Conference paperOpen access 18 May 2021 6,999
2 Multifactor Explanations of Asset Pricing Anomalies Eugene F. Fama, Kenneth R. French · The Journal of Finance Open access Mar 1996 6,552
3 Another look at measures of forecast accuracy Rob J. Hyndman, Anne B. Koehler · International Journal of Forecasting 25 May 2006 5,682
4 Twitter mood predicts the stock market Johan Bollen, Huina Mao, Xiao‐Jun Zeng · Journal of Computational Science Open access 3 Feb 2011 5,237
5 Time series forecasting using a hybrid ARIMA and neural network model G.Peter Zhang · Neurocomputing 2003 4,470
All 99 most cited papers, with filters and sorting

Where is Stock Market Forecasting Methods research done?

The largest centres of Stock Market Forecasting Methods research in 2022-now are Beijing (China), Shanghai (China), Chennai (India) and Guangzhou (China). Among places with at least 20 works in it, it is an unusually large share of all research in Giresun and Greater Noida.

Largest cities, 2022-now

  1. 1 BeijingChina 537 works
  2. 2 ShanghaiChina 269 works
  3. 3 ChennaiIndia 267 works
  4. 4 GuangzhouChina 177 works
  5. 5 BengaluruIndia 176 works
  6. 6 ChengduChina 169 works
  7. 7 PuneIndia 150 works
  8. 8 NanjingChina 146 works
  9. 9 WuhanChina 137 works
  10. 10 LondonUnited Kingdom 135 works

Where it is the local speciality

  1. GiresunTR · 20.4 works12×
  2. Greater NoidaIN · 66.4 works7.8×
← less than its size predicts1×more →

Location quotient: how much more of its research is in Stock Market Forecasting Methods than the world average.

See Stock Market Forecasting Methods on the map

Where is the best place to study Stock Market Forecasting Methods?

Among universities, judged by research, North Carolina State University, Macau University of Science and Technology and Southwestern University of Finance and Economics score highest, combining excellence, specialisation, size, growth and international reach. Research strength is one signal when choosing where to study; it does not measure teaching.

0%25%50%75%mean 19.62%fractional works in this field (log) →share of work in the world top 10% →North Carolina State…Macau University of …Southwestern Univers…SRM Institute of Sci…
above the meannear itbelow it

One dot per university in the first ten of the table below, at the default weights. The upper left is the interesting corner: small places doing unusually strong work.

Excellenceshare of its work in the world top 10%, 2022-now and all time averaged
40%
Specialisationhow much of its work is in this field, counted up to 10× the world share
10%
Sizeits output in this field, on a log scale
30%
Growthoutput growth, counted from -20% to +20%
10%
Internationalshare of its work with a co-author abroad
10%
Each slider sets a weight; the share it gets of the score is beside it.
#UniversityScoreTop 10%SpecialisationWorksGrowth
1North Carolina State UniversityUnited States 65.662.0%2.2×15 +316.5%
2Macau University of Science and TechnologyChina 56.522.8%7.7×19 +466.4%
3Southwestern University of Finance and EconomicsChina 55.711.8%32.0×54 +212.3%
4SRM Institute of Science and TechnologyIndia 54.65.2%6.9×82 +558.6%
5Xi’an Jiaotong-Liverpool UniversityChina 53.96.8%20.1×50 +344.7%
6Shandong Institute of Business and TechnologyChina 53.833.8%18.2×18 +1034.4%
7Vellore Institute of Technology UniversityIndia 53.711.7%5.2×60 +79.7%
8Nanyang Technological UniversitySingapore 53.421.8%2.5×24 +52.1%
9Hong Kong Polytechnic UniversityChina 51.917.3%2.5×26 +242.3%
10Saveetha UniversityIndia 51.83.0%6.2×69 +2795.3%

Universities only. The score blends excellence (40%), size (30%), specialisation (10%), growth (10%), international reach (10%), 2022-now; growth compares 2018-21 with 2022-25 and counts up to +20%, since a jump from a small base is mostly noise.

Every institution in Stock Market Forecasting Methods, country by country

Is Stock Market Forecasting Methods research growing?

Output in 2022-2025 was 100% higher than in 2018-2021, peaking in 2025. The fastest-growing topics are Stock Market Forecasting Methods.

still counting19801990200020102020
grewheldshrank

The same series as a ribbon: one cell per year, darker for more. The line above answers how much; this answers when.

Its share of all research

Growing output can still be a shrinking share: all of science grows. This is Stock Market Forecasting Methods as a percentage of every work published that year, 0.057% in 2024.

still counting0.025%0.050%0.075%Stock Market Forecasting Methods0.068% in 202519801990200020102020

Fractional works of Stock Market Forecasting Methods over all fractional works that year. How the balance of science has shifted.

How much of it reaches the world top 10%

Year by year.

still counting5%10%15%Stock Market Forecasting Methods9.9% in 2025200020102020

Of each year's works in it, the share that reached the world's 10% most cited for their field and year. A field is the world for its own topics, so there is no other line to hold it against.

Which topics inside it are moving

Growth and decline on one axis around a shared zero. Two lists side by side hide the thing that matters: whether the growth dwarfs the decline, or the other way round.

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